我想从Python调用R的auto.arima函数。我想我还没有完全理解这个界面。有人可以帮助我 - 向R发送时间序列obj，调用预测相关函数并获取结果吗？
这是我到目前为止所做的：
from rpy2.robjects import r
from rpy2.robjects import pandas2ri
#create a python time series
count = range(1, 51)
df['count'] = count
df['date'] = pd.date_range('2016-01-01', '2016-02-19')
df.set_index('date', inlace = True)
df.sort_index(inplace = True)
pandas2ri.activate()
r_timeseries = pandas2ri.py2ri(df)
r('fit <- auto.arima(r_timeseries)')
我想我必须导入一些R包（比如预测）。不确定如何在Python中执行此操作，将python时间序列对象正确传递给R等。
In [63]: r_ts = pandas2ri.py2ri(df)
In [64]: r_ts
Out[64]:
<DataFrame - Python:0x1126a93f8 / R:0x7ff7bfa51bc8>
[IntVector]
X0: <class 'rpy2.robjects.vectors.IntVector'>
<IntVector - Python:0x1126a96c8 / R:0x7ff7be1af1c0>
[ 1, 2, 3, ..., 48, 49, 50]
而且，当我尝试调用预测时
In [83]: x = r('forecast(r_ts)')
/Library/Python/2.7/site-packages/rpy2/robjects/functions.py:106: UserWarning: Error in forecast(r_ts) : object 'r_ts' not found
res = super(Function, self).__call__(*new_args, **new_kwargs)
---------------------------------------------------------------------------
RRuntimeError Traceback (most recent call last)
<ipython-input-83-0765ffc30741> in <module>()
----> 1 x = r('forecast(r_ts)')
/Library/Python/2.7/site-packages/rpy2/robjects/__init__.pyc in __call__(self, string)
319 def __call__(self, string):
320 p = _rparse(text=StrSexpVector((string,)))
--> 321 res = self.eval(p)
322 return conversion.ri2py(res)
323
/Library/Python/2.7/site-packages/rpy2/robjects/functions.pyc in __call__(self, *args, **kwargs)
176 v = kwargs.pop(k)
177 kwargs[r_k] = v
--> 178 return super(SignatureTranslatedFunction, self).__call__(*args, **kwargs)
179
180 pattern_link = re.compile(r'\\link\{(.+?)\}')
/Library/Python/2.7/site-packages/rpy2/robjects/functions.pyc in __call__(self, *args, **kwargs)
104 for k, v in kwargs.items():
105 new_kwargs[k] = conversion.py2ri(v)
--> 106 res = super(Function, self).__call__(*new_args, **new_kwargs)
107 res = conversion.ri2ro(res)
108 return res
RRuntimeError: Error in forecast(r_ts) : object 'r_ts' not found
我也尝试了以下内容：
In [99]: f = r('forecast.auto.arima(r_ts)')
---------------------------------------------------------------------------
RRuntimeError Traceback (most recent call last)
<ipython-input-99-1c4610d2740d> in <module>()
----> 1 f = r('forecast.auto.arima(r_ts)')
/Library/Python/2.7/site-packages/rpy2/robjects/__init__.pyc in __call__(self, string)
319 def __call__(self, string):
320 p = _rparse(text=StrSexpVector((string,)))
--> 321 res = self.eval(p)
322 return conversion.ri2py(res)
323
/Library/Python/2.7/site-packages/rpy2/robjects/functions.pyc in __call__(self, *args, **kwargs)
176 v = kwargs.pop(k)
177 kwargs[r_k] = v
--> 178 return super(SignatureTranslatedFunction, self).__call__(*args, **kwargs)
179
180 pattern_link = re.compile(r'\\link\{(.+?)\}')
/Library/Python/2.7/site-packages/rpy2/robjects/functions.pyc in __call__(self, *args, **kwargs)
104 for k, v in kwargs.items():
105 new_kwargs[k] = conversion.py2ri(v)
--> 106 res = super(Function, self).__call__(*new_args, **new_kwargs)
107 res = conversion.ri2ro(res)
108 return res
RRuntimeError: Error in eval(expr, envir, enclos) :
could not find function "forecast.auto.arima"
答案 0 :(得分：4)
你可以尝试我做的事情
import rpy2.robjects as ro
from rpy2.robjects import pandas2ri
pandas2ri.activate()
ro.r('library(forecast)')
rdf = pandas2ri.py2ri(df)
ro.globalenv['r_timeseries'] = rdf
pred = ro.r('as.data.frame(forecast(auto.arima(r_timeseries),h=5))')
这样，您可以将pred作为这样的数据框处理
Point Forecast Lo 80 Hi 80 Lo 95 Hi 95
51 51 51 51 51 51
52 52 52 52 52 52
53 53 53 53 53 53
54 54 54 54 54 54
55 55 55 55 55 55
答案 1 :(得分：0)
在第一次尝试中，您告诉R使用它现在不太关注的变量r_ts（在您的Python名称空间中定义名称r_ts），并且在第二次尝试中添加到这个函数名称R不知道任何事情。这两条错误消息都准确地将此报告为问题。
您的第一次尝试可以改写为：
x = r('forecast')(r_ts)